An analysis of transient Markov decision processes

DOI10.1239/jap/1158784933zbMath1145.90099OpenAlexW1994414746MaRDI QIDQ5754674

Huw W. James, E. J. Collins

Publication date: 23 August 2007

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1158784933

zbMATH Keywords

policy iterationvalue iterationfirst passage problempursuit problemstochastic shortest path problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (5)

Stability Estimation of Transient Markov Decision Processes ⋮ Symbolic Minimum Expected Time Controller Synthesis for Probabilistic Timed Automata ⋮ Symbolic optimal expected time reachability computation and controller synthesis for probabilistic timed automata ⋮ Optimal search from multiple distributions with infinite horizon ⋮ Robust shortest path planning and semicontractive dynamic programming

Cites Work

• A selection theorem for optimization problems
• The critical discount factor for finite Markovian decision processes with an absorbing set
• Fatou's lemma and Lebesgue's convergence theorem for measures
• Markov control process with the expected total cost criterion: Optimality, stability, and transient models
• Finite state Markovian decision processes
• An Analysis of Stochastic Shortest Path Problems
• Optimal Plans for Dynamic Programming Problems
• Algorithms for Countable State Markov Decision Models with an Absorbing Set
• Negative Dynamic Programming
• On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
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